Hypothetical capital of CCP
Reference date: August 30, 2019
Currency RUB
Units 1,000,000

 

  FX and precious metals market Securities market Derivatives market Standardised OTC derivatives market
Hypothetical capital (KCCP) 7.25 1159.64 7.96 25.20
C-factor 0.16% 15.77% 0.32% 1.70%
DFCM 3040.00 2352.00 1020.00 480.00
DFCCP 2500.00 5000.00 * 1500.00 1000.00

* including additional dedicated CCP capital in amount of 3 billion RUB